-41.8%
DOCS vs CAI
-9.3%
-32.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | -4.2% | -26.3% | +22.1% | +0.4% |
| 30D | +8.6% | -17.5% | +26.1% | +11.7% |
| 3M | +27.2% | +5.8% | +21.4% | +24.9% |
| 6M | +26.5% | +53.6% | -27.1% | +19.3% |
| YTD | -25.0% | -9.2% | -15.7% | -26.9% |
| 1Y | -37.0% | -2.7% | -34.3% | -39.0% |
| All | -41.8% | -9.3% | -32.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling